0.06Open0.05Pre Close12 Volume35 Open Interest31.00Strike Price56.00Turnover51.34%IV7.22%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0669Delta0.0777Gamma667.20Leverage Ratio-0.0278Theta-0.0002Rho-44.64Eff Leverage0.0042Vega